I am new to creating a forum. Are there any tips for setting it up to look great and run well with all browsers?

Even if your skin is 100% XHTML / CSS valid, it does not necessarily mean your skin will display properly in all browsers. And because there are so many browsers available today, it's hard to ensure that they will all display the skin, correctly. I would, however, test your skin in most major browsers like IE 6.0, IE 7.0, Mozilla Firefox, Safari and maybe even Opera.